BAFWX vs. BEGIX
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and Sterling Capital Equity Income Fund (BEGIX).
BAFWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. BEGIX is managed by Sterling Capital. It was launched on Jun 30, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAFWX or BEGIX.
Key characteristics
| BAFWX | BEGIX | |
|---|---|---|
| YTD Return | 11.08% | 6.94% |
| 1Y Return | 33.09% | 20.87% |
| 3Y Return (Ann) | 10.98% | 9.01% |
| 5Y Return (Ann) | 16.83% | 12.87% |
| 10Y Return (Ann) | 16.61% | 10.91% |
| Sharpe Ratio | 2.23 | 1.99 |
| Daily Std Dev | 15.86% | 10.75% |
| Max Drawdown | -36.86% | -43.85% |
| Current Drawdown | -0.39% | -0.14% |
Correlation
The correlation between BAFWX and BEGIX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BAFWX vs. BEGIX - Performance Comparison
In the year-to-date period, BAFWX achieves a 11.08% return, which is significantly higher than BEGIX's 6.94% return. Over the past 10 years, BAFWX has outperformed BEGIX with an annualized return of 16.61%, while BEGIX has yielded a comparatively lower 10.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BAFWX vs. BEGIX - Expense Ratio Comparison
BAFWX has a 0.64% expense ratio, which is lower than BEGIX's 0.79% expense ratio.
Risk-Adjusted Performance
BAFWX vs. BEGIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and Sterling Capital Equity Income Fund (BEGIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
BAFWX vs. BEGIX - Dividend Comparison
BAFWX's dividend yield for the trailing twelve months is around 0.01%, less than BEGIX's 9.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAFWX Brown Advisory Sustainable Growth Fund Institutional Shares | 0.01% | 0.01% | 0.00% | 1.82% | 0.00% | 0.74% | 3.71% | 1.70% | 0.71% | 4.73% | 2.09% | 1.02% |
BEGIX Sterling Capital Equity Income Fund | 9.13% | 9.81% | 8.44% | 3.01% | 1.73% | 5.94% | 10.16% | 11.59% | 2.06% | 8.83% | 4.81% | 4.89% |
Drawdowns
BAFWX vs. BEGIX - Drawdown Comparison
The maximum BAFWX drawdown since its inception was -36.86%, smaller than the maximum BEGIX drawdown of -43.85%. Use the drawdown chart below to compare losses from any high point for BAFWX and BEGIX. For additional features, visit the drawdowns tool.
Volatility
BAFWX vs. BEGIX - Volatility Comparison
Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) has a higher volatility of 4.90% compared to Sterling Capital Equity Income Fund (BEGIX) at 2.09%. This indicates that BAFWX's price experiences larger fluctuations and is considered to be riskier than BEGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.